On asymptotic errors in discretization of processes

Annals of Probability

Volumn 31, Issue 2, 2003, Pages 592-608

  Jacod, J ^a   Jakubowski, A ^b   Memin J ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b NICOLAUS COPERNICUS UNIVERSITY   (Poland)

^c UNIVERSITÉ DE RENNES 1   (France)

Author keywords

Discretization; L vy processes; Semimartingales

Indexed keywords

EID: 0038336154     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1048516529     Document Type: Article

References (8)

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8. RENYI, A. (1963). On stable sequences of events. Sankyā 25 293-302.